2006
DOI: 10.1021/ci050498u
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Spatial Sign Preprocessing:  A Simple Way To Impart Moderate Robustness to Multivariate Estimators

Abstract: The spatial sign is a multivariate extension of the concept of sign. Recently multivariate estimators of covariance structures based on spatial signs have been examined by various authors. These new estimators are found to be robust to outlying observations. From a computational point of view, estimators based on spatial sign are very easy to implement as they boil down to a transformation of the data to their spatial signs, from which the classical estimator is then computed. Hence, one can also consider the … Show more

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Cited by 47 publications
(25 citation statements)
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“…Next, we employed global normalization in which the vector of RNA abundance (within each category) was divided by the norm of the vector ( Serneels et al, 2006 ). This method also imparted robustness to outliers.…”
Section: Methodsmentioning
confidence: 99%
“…Next, we employed global normalization in which the vector of RNA abundance (within each category) was divided by the norm of the vector ( Serneels et al, 2006 ). This method also imparted robustness to outliers.…”
Section: Methodsmentioning
confidence: 99%
“…The third, RSIMPLS, is the algorithm proposed by Hubert and Vanden Branden [7]. The last two robust procedures are PRM, the partial robust M-estimator proposed by Serneels, Croux, Filzmoser and Van Espen [14], and the one called SS-PLS (see Reference [15]) which is a robustification of the standard PLS algorithm obtained by spatial sign preprocessing in combination with PLS regression. First, we test the algorithms when several types of outliers are present in the data.…”
Section: Numerical Resultsmentioning
confidence: 99%
“…In order to check the efficiency of the algorithms in the case of having non normal error in the original non contaminated model, we carried out the following experiment presented in Reference [15]. We work with the initial model…”
Section: Monte Carlo Experiments With Noise Modelsmentioning
confidence: 99%
“…Spatial sign preprocessing is a relatively simple data transformation that facilitates the construction of robust PLS [42]. Similar to elliptical PCA, data are projected onto a sphere of unit radius and a centre coinciding with the robust data centre.…”
Section: Spatial Sign Preprocessing and Robust Plsmentioning
confidence: 99%